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The Semicircle Law, Free Random Variables and Entropy (Mathematical Surveys and Monographs)

Fumio Hiai and Denes Petz




[PDF.pq30] The Semicircle Law, Free Random Variables and Entropy (Mathematical Surveys and Monographs)

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 | #4386817 in Books |  2006-03-01 | Original language:English |  9.75 x7.00 x1.00l,1.55 | File type: PDF | 376 pages

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The book treats free probability theory, which has been extensively developed since the early 1980s. The emphasis is put on entropy and the random matrix model approach. The volume is a unique presentation demonstrating the extensive interrelation between the topics. Wigner's theorem and its broad generalizations, such as asymptotic freeness of independent matrices, are explained in detail. Consistent throughout the book is the parallelism between the normal and semicirc...

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